CME Euro FX (E) Future March 2014


Trading Metrics calculated at close of trading on 15-Jul-2013
Day Change Summary
Previous Current
12-Jul-2013 15-Jul-2013 Change Change % Previous Week
Open 1.3097 1.3070 -0.0027 -0.2% 1.2844
High 1.3097 1.3083 -0.0014 -0.1% 1.3115
Low 1.3077 1.3070 -0.0007 -0.1% 1.2781
Close 1.3077 1.3083 0.0006 0.0% 1.3077
Range 0.0020 0.0013 -0.0007 -35.0% 0.0334
ATR 0.0083 0.0078 -0.0005 -6.0% 0.0000
Volume 11 2 -9 -81.8% 86
Daily Pivots for day following 15-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.3118 1.3113 1.3090
R3 1.3105 1.3100 1.3087
R2 1.3092 1.3092 1.3085
R1 1.3087 1.3087 1.3084 1.3090
PP 1.3079 1.3079 1.3079 1.3080
S1 1.3074 1.3074 1.3082 1.3077
S2 1.3066 1.3066 1.3081
S3 1.3053 1.3061 1.3079
S4 1.3040 1.3048 1.3076
Weekly Pivots for week ending 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.3993 1.3869 1.3261
R3 1.3659 1.3535 1.3169
R2 1.3325 1.3325 1.3138
R1 1.3201 1.3201 1.3108 1.3263
PP 1.2991 1.2991 1.2991 1.3022
S1 1.2867 1.2867 1.3046 1.2929
S2 1.2657 1.2657 1.3016
S3 1.2323 1.2533 1.2985
S4 1.1989 1.2199 1.2893
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3115 1.2781 0.0334 2.6% 0.0026 0.2% 90% False False 8
10 1.3115 1.2781 0.0334 2.6% 0.0058 0.4% 90% False False 17
20 1.3425 1.2781 0.0644 4.9% 0.0056 0.4% 47% False False 11
40 1.3425 1.2781 0.0644 4.9% 0.0036 0.3% 47% False False 7
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3138
2.618 1.3117
1.618 1.3104
1.000 1.3096
0.618 1.3091
HIGH 1.3083
0.618 1.3078
0.500 1.3077
0.382 1.3075
LOW 1.3070
0.618 1.3062
1.000 1.3057
1.618 1.3049
2.618 1.3036
4.250 1.3015
Fisher Pivots for day following 15-Jul-2013
Pivot 1 day 3 day
R1 1.3081 1.3093
PP 1.3079 1.3089
S1 1.3077 1.3086

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These figures are updated between 7pm and 10pm EST after a trading day.

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